On pathwise stochastic integration
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Publication:1890711
DOI10.1016/0304-4149(95)00002-OzbMath0816.60047OpenAlexW2067773920MaRDI QIDQ1890711
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)00002-o
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Cites Work
- Calcul stochastique et problèmes de martingales
- On the quadratic variation process of a continuous martingale
- Stochastic integration and \(L^ p-\)theory of semimartingales
- Semimartingales: A course on stochastic processes
- Stochastic integration w.r.t. continuous local martingales
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